Determining European Options Values through Crank-Nicolson Method
Year of publication: |
2006
|
---|---|
Authors: | MANOLE, Sorin ; LUNGU, Ion |
Published in: |
Informatica Economica. - Academia de Studii Economice din Bucureşti, ISSN 1453-1305. - Vol. X.2006, 2, p. 143-149
|
Publisher: |
Academia de Studii Economice din Bucureşti |
Subject: | European options | values of an option | Crank – Nicolson Method | LU algorithm | Gauss method | Jacobi method | Gauss – Seidel method | method of successive over-relaxations |
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